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Heterogeneous gradient flows in the topology of fibered optimal transport

Jan Peszek, David Poyato

TL;DR

The paper introduces a fibered optimal transport topology that enforces fiber-preserving transport by penalizing cross-fiber mass exchange, yielding the fibered Wasserstein distance $W_{2,\nu}$ on the space $\mathcal{P}_{2,\nu}(\mathbb{R}^{2d})$. It develops a comprehensive gradient-flow theory in this fibered setting, proving a Metatheorem (Theorem A) for existence, uniqueness, and equivalence of gradient-flow notions under λ-convexity along generalized geodesics. The framework is then applied to first-order models with heterogeneous interactions (additive and multiplicative) and to singular second-order alignment models, notably multidimensional Kuramoto-type dynamics, establishing well-posedness, contraction, and mean-field limits (Theorem B). The results provide a rigorous variational structure for heterogeneous gradient flows and yield new insights into long-time behavior and collective dynamics with heterogeneity. Overall, the fibered calculus offers a robust toolset for analyzing PDEs with heterogeneous interactions and their mean-field limits in high dimensions.

Abstract

We introduce an optimal transport topology on the space of probability measures over a fiber bundle, which penalizes the transport cost from one fiber to another. For simplicity, we illustrate our construction in the Euclidean case $\mathbb{R}^d\times \mathbb{R}^d$, where we penalize the quadratic cost in the second component. Optimal transport becomes then constrained to happen along fixed fibers. Despite the degeneracy of the infinitely-valued and discontinuous cost, we prove that the space of probability measures $(\mathcal{P}_{2,ν}(\mathbb{R}^{2d}),W_{2,ν})$ with fixed marginal $ν\in \mathcal{P}(\mathbb{R}^d)$ in the second component becomes a Polish space under the fibered transport distance, which enjoys a weak Riemannian structure reminiscent of the one proposed by F. Otto for the classical quadratic Wasserstein space. Three fundamental issues are addressed: 1) We develop an abstract theory of gradient flows with respect to the new topology; 2) We show applications that identify a novel fibered gradient flow structure on a large class of evolution PDEs with heterogeneities; 3) We exploit our method to derive long-time behavior and global-in-time mean-field limits in a multidimensional Cucker-Smale-type alignment model with weakly singular coupling.

Heterogeneous gradient flows in the topology of fibered optimal transport

TL;DR

The paper introduces a fibered optimal transport topology that enforces fiber-preserving transport by penalizing cross-fiber mass exchange, yielding the fibered Wasserstein distance on the space . It develops a comprehensive gradient-flow theory in this fibered setting, proving a Metatheorem (Theorem A) for existence, uniqueness, and equivalence of gradient-flow notions under λ-convexity along generalized geodesics. The framework is then applied to first-order models with heterogeneous interactions (additive and multiplicative) and to singular second-order alignment models, notably multidimensional Kuramoto-type dynamics, establishing well-posedness, contraction, and mean-field limits (Theorem B). The results provide a rigorous variational structure for heterogeneous gradient flows and yield new insights into long-time behavior and collective dynamics with heterogeneity. Overall, the fibered calculus offers a robust toolset for analyzing PDEs with heterogeneous interactions and their mean-field limits in high dimensions.

Abstract

We introduce an optimal transport topology on the space of probability measures over a fiber bundle, which penalizes the transport cost from one fiber to another. For simplicity, we illustrate our construction in the Euclidean case , where we penalize the quadratic cost in the second component. Optimal transport becomes then constrained to happen along fixed fibers. Despite the degeneracy of the infinitely-valued and discontinuous cost, we prove that the space of probability measures with fixed marginal in the second component becomes a Polish space under the fibered transport distance, which enjoys a weak Riemannian structure reminiscent of the one proposed by F. Otto for the classical quadratic Wasserstein space. Three fundamental issues are addressed: 1) We develop an abstract theory of gradient flows with respect to the new topology; 2) We show applications that identify a novel fibered gradient flow structure on a large class of evolution PDEs with heterogeneities; 3) We exploit our method to derive long-time behavior and global-in-time mean-field limits in a multidimensional Cucker-Smale-type alignment model with weakly singular coupling.
Paper Structure (23 sections, 47 theorems, 319 equations)

This paper contains 23 sections, 47 theorems, 319 equations.

Key Result

Theorem 2.4

Consider $\mu \in \mathcal{P}(\mathbb{R}^d)$ and any sequence $\{\mu_n\}_{n\in \mathbb{N}}\subseteq \mathcal{P}(\mathbb{R}^d)$. Then, the following statements are equivalent:

Theorems & Definitions (113)

  • Remark 1.1
  • Remark 1.2
  • Definition 2.1: Probability measures
  • Definition 2.2: Narrow convergence
  • Definition 2.3: Lévy-Prokhorov and bounded-Lipschitz distances
  • Theorem 2.4: Portmanteau
  • Theorem 2.5: Prokhorov
  • Definition 2.6: Push forward measure
  • Definition 2.7: Transference plans
  • Definition 2.8: Quadratic Wasserstein distance
  • ...and 103 more